CME Australian Dollar Future March 2024


Trading Metrics calculated at close of trading on 26-May-2023
Day Change Summary
Previous Current
25-May-2023 26-May-2023 Change Change % Previous Week
Open 0.6567 0.6584 0.0017 0.3% 0.6710
High 0.6567 0.6605 0.0038 0.6% 0.6710
Low 0.6567 0.6566 -0.0001 0.0% 0.6566
Close 0.6567 0.6584 0.0017 0.3% 0.6584
Range 0.0000 0.0039 0.0039 0.0144
ATR 0.0037 0.0037 0.0000 0.5% 0.0000
Volume
Daily Pivots for day following 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.6702 0.6682 0.6605
R3 0.6663 0.6643 0.6595
R2 0.6624 0.6624 0.6591
R1 0.6604 0.6604 0.6588 0.6604
PP 0.6585 0.6585 0.6585 0.6585
S1 0.6565 0.6565 0.6580 0.6565
S2 0.6546 0.6546 0.6577
S3 0.6507 0.6526 0.6573
S4 0.6468 0.6487 0.6563
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.7052 0.6962 0.6663
R3 0.6908 0.6818 0.6624
R2 0.6764 0.6764 0.6610
R1 0.6674 0.6674 0.6597 0.6647
PP 0.6620 0.6620 0.6620 0.6607
S1 0.6530 0.6530 0.6571 0.6503
S2 0.6476 0.6476 0.6558
S3 0.6332 0.6386 0.6544
S4 0.6188 0.6242 0.6505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6710 0.6566 0.0144 2.2% 0.0015 0.2% 13% False True
10 0.6756 0.6566 0.0190 2.9% 0.0009 0.1% 9% False True
20 0.6846 0.6566 0.0280 4.2% 0.0008 0.1% 6% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.6771
2.618 0.6707
1.618 0.6668
1.000 0.6644
0.618 0.6629
HIGH 0.6605
0.618 0.6590
0.500 0.6586
0.382 0.6581
LOW 0.6566
0.618 0.6542
1.000 0.6527
1.618 0.6503
2.618 0.6464
4.250 0.6400
Fisher Pivots for day following 26-May-2023
Pivot 1 day 3 day
R1 0.6586 0.6586
PP 0.6585 0.6585
S1 0.6585 0.6585

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These figures are updated between 7pm and 10pm EST after a trading day.

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